[R] max possible rsquare

Rilana Prenger h.c.prenger at utwente.nl
Wed Jul 13 14:42:04 CEST 2011


Dear all,

I have a question regarding the output of the coxph function. What does the
'max possible' exactly mean in the output below? Many thanks. 

               coef exp(coef) se(coef) robust se      z Pr(>|z|)    
smocc_zyban      -0.4384    0.6451   0.8667    0.9473 -0.463    0.644    
self              1.1857    3.2728   0.1405    0.1443  8.216 2.22e-16 ***
smocc_zyban:self  0.1423    1.1529   0.2201    0.2382  0.598    0.550    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

                 exp(coef) exp(-coef) lower .95 upper .95
smocc_zyban         0.6451     1.5502    0.1008     4.130
self                3.2728     0.3055    2.4666     4.343
smocc_zyban:self    1.1529     0.8673    0.7229     1.839

Rsquare= 0.116   (max possible= 0.821 )
Likelihood ratio test= 137  on 3 df,   p=0
Wald test            = 114.3  on 3 df,   p=0
Score (logrank) test = 141.3  on 3 df,   p=0,   Robust = 70.98  p=2.665e-15

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